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I think that it is OK to look at specialist "firewalls" or "sandboxes" for e-mail and P2P applications, as these may not be covered by your firewall, particularly the free ones.

Two AVs are a good idea IMHO, but DON'T run two interactive scanners at once. I go for one from the Eastern Hemisphere and one from the West as they tend to find different things at any one time, and this partly addresses time zone delays.

A trojan scanner does not seem to interfere with firewalls, because it operates behind them. You do get conflicts with AVs though. For example AVG will tend to let Trojans through, but as soon as Moosoft's, "The Cleaner" detects it......so does AVG (sometimes) and you now have two apps trying to deal with the same problem

Two good tools that don't seem to conflict with anything..........presumably because they are detecting the actual infection process are:

If you cannot do someone any good: don't do them any harm....
As long as you did this to one of these, the least of my little ones............you did it unto Me.
What profiteth a man if he gains the entire World at the expense of his immortal soul?

Having 2 different brands of firewall is a common practice in the banking world. Usually they're combined with some kind of 'reverse' proxy.

You enter the network through firewall A and your connection gets terminated on the proxy (placed inside the DMZ of Firewall A). After the proxy scans/strips/cleans the request it will forward the connection to the 'real' webserver. This webserver is on a DMZ of firewall B.

This setup is highly secure but can be quite difficult to maintain. Especially if there are many websites, all with different security specs.

Oliver's Law:
Experience is something you don't get until just after you need it.